| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 52.0% |
| Cumulative Return | -56.1% |
| CAGR﹪ | -0.41% |
| Sharpe | -0.2 |
| Prob. Sharpe Ratio | 0.23% |
| Smart Sharpe | -0.2 |
| Sortino | -0.28 |
| Smart Sortino | -0.27 |
| Sortino/√2 | -0.2 |
| Smart Sortino/√2 | -0.19 |
| Omega | 0.95 |
| Max Drawdown | -61.91% |
| Max DD Date | 2025-04-15 |
| Max DD Period Start | 2024-11-22 |
| Max DD Period End | 2025-05-10 |
| Longest DD Days | 169 |
| Volatility (ann.) | 1.98% |
| Calmar | -0.01 |
| Skew | -0.97 |
| Kurtosis | 63.7 |
| Expected Daily | -0.0% |
| Expected Monthly | -11.09% |
| Expected Yearly | -33.74% |
| Kelly Criterion | -2.73% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.21% |
| Expected Shortfall (cVaR) | -0.35% |
| Max Consecutive Wins | 10 |
| Max Consecutive Losses | 11 |
| Gain/Pain Ratio | -0.45 |
| Gain/Pain (1M) | -0.95 |
| Payoff Ratio | 0.99 |
| Profit Factor | 0.95 |
| Common Sense Ratio | 0.93 |
| CPC Index | 0.46 |
| Tail Ratio | 0.98 |
| Outlier Win Ratio | 10.0 |
| Outlier Loss Ratio | 3.35 |
| MTD | 4.27% |
| 3M | -30.85% |
| 6M | -56.1% |
| YTD | -35.85% |
| 1Y | -56.1% |
| 3Y (ann.) | -0.41% |
| 5Y (ann.) | -0.41% |
| 10Y (ann.) | -0.41% |
| All-time (ann.) | -0.41% |
| Best Day | 2.01% |
| Worst Day | -4.52% |
| Best Month | 4.27% |
| Worst Month | -28.67% |
| Best Year | -31.56% |
| Worst Year | -35.85% |
| Avg. Drawdown | -3.13% |
| Avg. Drawdown Days | 8 |
| Recovery Factor | 1.27 |
| Ulcer Index | 0.44 |
| Serenity Index | -0.0 |
| Avg. Up Month | 4.27% |
| Avg. Down Month | -12.84% |
| Win Days | 48.83% |
| Win Month | 14.29% |
| Win Quarter | 33.33% |
| Win Year | 0.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2024 | -36.8% | -31.56% |
| 2025 | -41.65% | -35.85% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-05-10 | -61.91 | 169 |
| 2024-11-19 | 2024-11-21 | -3.04 | 2 |
| 2024-11-17 | 2024-11-18 | -2.90 | 1 |
| 2024-11-18 | 2024-11-19 | -2.78 | 1 |
| 2024-11-21 | 2024-11-22 | -2.30 | 1 |
| 2024-11-21 | 2024-11-21 | -1.50 | 1 |
| 2024-11-22 | 2024-11-22 | -1.06 | 1 |
| 2024-11-21 | 2024-11-21 | -0.99 | 1 |
| 2024-11-21 | 2024-11-21 | -0.63 | 1 |
| 2024-11-21 | 2024-11-21 | -0.59 | 1 |